-28.2%
DHR vs ADP
+47.6%
-75.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | +0.6% |
| 7D | -0.8% | -5.5% | +4.7% | +2.1% |
| 30D | +0.2% | -1.2% | +1.5% | +0.8% |
| 3M | +12.1% | +17.9% | -5.8% | +2.7% |
| 6M | +5.4% | +20.3% | -14.9% | -4.9% |
| YTD | -10.0% | +5.8% | -15.8% | -12.8% |
| 1Y | +4.1% | -7.7% | +11.8% | +9.0% |
| 3Y | -5.2% | +14.7% | -19.9% | -14.6% |
| 5Y | -28.2% | +45.8% | -74.0% | -45.2% |
| All | -28.2% | +47.6% | -75.8% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ADP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling